haku: @author White, D. / yhteensä: 13
viite: 4 / 13
| Tekijä: | White, D. |
| Otsikko: | Decision roll and horizon roll processes in infinite horizon discounted Markov decision processes |
| Lehti: | Management Science
1996 : JAN, VOL. 42:1, p. 37-50 |
| Asiasana: | MANAGEMENT UNCERTAINTY DECISION THEORY |
| Kieli: | eng |
| Tiivistelmä: | In this paper the author looks at some aspects of infinite horizon Markov decision processes in which information regarding parameter values is restricted to a finite time horizon, and in which decisions are based upon the finite horizon data but are recomputed as they move forward in time and gain knowledge of later parametric values. A general framework is given. Bounds on the loss of optimality arising from two planning horizon decision processes are given, and the choice of decision process and planning horizon is examined. |
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